+1,559.3%
ASML vs SEDG
+84.0%
+1,475.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -8.9% | +6.5% | -0.8% |
| 7D | +10.4% | -7.3% | +17.6% | +11.8% |
| 30D | -12.7% | -25.3% | +12.6% | -8.1% |
| 3M | -17.2% | -24.1% | +7.0% | -13.6% |
| 6M | -1.3% | -39.9% | +38.6% | +4.3% |
| YTD | +40.8% | -15.8% | +56.6% | +35.6% |
| 1Y | +45.2% | -42.9% | +88.1% | +49.6% |
| 3Y | +131.8% | -65.9% | +197.7% | +124.7% |
| 5Y | +84.0% | -93.3% | +177.3% | +146.5% |
| All | +1,559.3% | +84.0% | +1,475.3% | +1,192.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SEDG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling